Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47416.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46021.16 Kr¶

PnL: ---------------------------------------> -867.41 Kr¶

DD now: ---------------------------------> -2.496 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:34:16.075370'

Anic Portfolio¶

Today¶

Return: -0.039 %¶

This Week¶

Return: -1.037 %¶

Total¶

Return: 55.228 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.210000 796.800000 123.800000 18.400000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.960000 3440.800000 63.800000 1.890000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.640000 394.500000 39.500000 11.130000 355.000000
Intrum 4 6.640000 565.400000 38.400000 7.290000 527.000000
Corem Property Group B 59 -1.910000 605.340000 28.340000 4.910000 576.999999
AcadeMedia 12 -0.450000 582.960000 25.960000 4.660000 557.000004
Resurs Holding 22 -0.660000 597.960000 23.960000 4.170000 573.999998
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
Swedbank A 3 -1.660000 570.150000 6.150000 1.090000 564.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Securitas B 6 -0.540000 575.640000 5.640000 0.990000 570.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 247.440000 1.440000 0.590000 246.000000
Beijer Electronics Group 26 -5.460000 2969.200000 -1.800000 -0.060000 2971.000006
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.390000 532.250000 -13.750000 -2.520000 546.000000
Nordea Bank Abp 29 -0.990000 3434.760000 -19.240000 -0.560000 3453.999992
Essity B 2 -2.930000 542.800000 -31.200000 -5.440000 574.000000
International Petroleum Corp. 5 -0.090000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
OX2 18 0.900000 1415.700000 -248.300000 -14.920000 1663.999992
Axfood 13 -2.140000 3499.600000 -256.400000 -6.830000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46015.610000 -872.960000 -2.50731% 46888.564618

Updated:¶

'2023-01-26 10:33:08.510226'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶